Essays about: "system identification and econometrics"

Found 2 essays containing the words system identification and econometrics.

1. 1. Societal Costs Associated with Air Pollution Related Ill-health: A Review of Methods and Results

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Tanjima Pervin; [2008]
   Keywords : air pollution; ill-health; societal costs; systematic review; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : The aim of the paper is to provide a systematic review of the estimation of cost-of-illness (COI) due to air and noise pollution related ill-health. The methodology used for the review includes a systematic search on electronic databases for peer-review published literature and manual searches for the identification of unpublished literature. READ MORE

3. 2. Volatility Modelling of Asset Prices using GARCH Models

   University essay from Institutionen för systemteknik

   Author : Jens Näsström; [2003]
   Keywords : Reglerteknik; GARCH models; risk prediction; system identification and econometrics; Reglerteknik;

   Abstract : The objective for this master thesis is to investigate the possibility to predict the risk of stocks in financial markets. The data used for model estimation has been gathered from different branches and different European countries. READ MORE